+114.3%
FCX vs ROIV
+250.7%
-136.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -4.9% | +0.6% | -5.5% | -4.9% |
| 30D | +4.8% | +1.0% | +3.9% | +4.6% |
| 3M | +4.6% | +18.3% | -13.7% | +2.4% |
| 6M | +10.8% | +18.3% | -7.5% | +8.3% |
| YTD | +44.2% | +61.0% | -16.7% | +35.8% |
| 1Y | +59.6% | +177.9% | -118.3% | +41.3% |
| 3Y | +82.2% | +199.1% | -116.8% | +58.1% |
| All | +114.3% | +250.7% | -136.4% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling